-36.7%
AUR vs CASY
+188.4%
-225.1%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.2% | -2.4% | -2.5% |
| 7D | +0.2% | -17.2% | +17.4% | +7.3% |
| 30D | -8.9% | -24.4% | +15.5% | +1.1% |
| 3M | +4.6% | -31.4% | +36.0% | +20.3% |
| 6M | +44.9% | -8.9% | +53.7% | +43.2% |
| YTD | +64.8% | +13.8% | +51.0% | +44.3% |
| 1Y | +16.4% | +17.0% | -0.6% | -0.4% |
| 3Y | +85.1% | +163.1% | -78.0% | +1.4% |
| 5Y | -36.1% | +239.0% | -275.1% | -69.6% |
| All | -36.7% | +188.4% | -225.1% | -69.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CASY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling